-79.4%
AMIX vs ALM
-58.2%
-21.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.7% |
| 7D | -25.1% | -6.4% | -18.7% | -21.8% |
| 30D | -54.5% | -35.0% | -19.5% | -40.8% |
| 3M | -91.7% | -33.8% | -57.9% | -90.5% |
| 6M | -79.4% | -55.0% | -24.4% | -74.1% |
| All | -79.4% | -58.2% | -21.3% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling